Re: [R] How to calculate random matrices from the multivariate normal distribution

From: Spencer Graves <spencer.graves_at_pdf.com>
Date: Sat 18 Jun 2005 - 01:29:01 EST

          RSiteSearch("random multivariate normal") produced 82 hits, the fourth of which was for "multivariate normal distribution", function pmvnorm in library mvtnorm, which also includes a function rmvorm, that should do what you want.

          Buena suerte. spencer graves

Juan Carlos Quiroz Espinosa wrote:

> Hi R users,
>
> I am trying to calculate MonteCarlo from the multivariate normal
> distribution. I am utilizing the parameters vector (how mean) and
> covariance matrix (or 1/hessian) how input.
>
> Can anyone provide guidance on how I could do this?
>
> Thank you.
>
> ************************************************
> Juan Carlos Quiroz
> Instituto de Fomento Pesquero
> Blanco 839
> Valparaiso, CHILE.
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> Office: 56+032-322497
> Email: jquiroz@ifop.cl
>
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R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Sat Jun 18 02:38:10 2005

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